Title :
On the numerical solution of certain quasi-variational inequalities
Author_Institution :
University of Maryland, College Park, Maryland
Abstract :
We examine exterior approximation schemes for the numerical solution of quasi-variational inequalities arising in the optimal switching control of stochastic systems.
Keywords :
Control systems; Cost function; Educational institutions; Equations; Finite difference methods; Optimal control; Prototypes; Stochastic systems; Sufficient conditions;
Conference_Titel :
Decision and Control, 1982 21st IEEE Conference on
Conference_Location :
Orlando, FL, USA
DOI :
10.1109/CDC.1982.268185
